I've not seen it mentioned in anything coming from Adobe so far. If it's not listed in the Tech Specs under system requirements then you need to assume for the moment that Cp8 is NOT compatible.
http://www.adobe.com/products/captivate/tech-specs.html
In the past when new versions of a major OS first came out, there were often issues with compatibility. If you need Captivate to work on your OS and it's essential to your day-to-day productivity, DO NOT rush in and install the very latest OS and hope for the best. Installing an OS is usually a one-way street (or at least VERY inconvenient to roll-back).
If it turns out that Cp8 does NOT work with Windows 10, past experience with similar issues (e.g. Captivate 6 with Windows 8) suggests you could be told that you need to upgrade to the next latest version of Cp to get compatibility. If a patch is released for the older version to be compatible, you may be waiting weeks or months for it.